After the 2001–02 season, Ylönen left the NHL and returned to Finland to play. He played two seasons for the Espoo Blues, with the last being the 2003–04 season.

In his NHL career, Ylönen appeared in 341 games. He scored 26 goals and added 76 assists. He also appeared in 15 Stanley Cup playoff games, recording seven assists. In addition, he won a bronze medal as a member of the Finnish team at the 1998 Winter Olympics.